abess
Fast Best-Subset Selection
Fast Best-Subset Selection
To install this package, run one of the following:
abess (Adaptive BEst-Subset Selection) library aims to solve general best subset selection, i.e., find a small subset of predictors such that the resulting model is expected to have the highest accuracy. This library implements a generic algorithm framework to find the optimal solution in an extremely fast way. This framework now supports the detection of best subset under: linear regression, (multi-class) classification, censored-response modeling, multi-response modeling (a.k.a. multi-tasks learning), etc. It also supports the variants of best subset selection like group best subset selection. Especially, the time complexity of (group) best subset selection for linear regression is certifiably polynomial.
Summary
Fast Best-Subset Selection
Last Updated
Jan 16, 2023 at 09:53
License
GPL-2.0-or-later
Total Downloads
175.8K
Supported Platforms
GitHub Repository
https://github.com/abess-team/abessDocumentation
https://abess.readthedocs.io